+49.6%
F vs BLK
+33.9%
+15.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -2.9% |
| 7D | +1.2% | -2.4% | +3.6% | +2.8% |
| 30D | +1.2% | -3.1% | +4.3% | +3.4% |
| 3M | -5.7% | +10.7% | -16.3% | -12.8% |
| 6M | +17.9% | +15.9% | +2.1% | +5.3% |
| YTD | +10.4% | +4.0% | +6.4% | +5.5% |
| 1Y | +25.3% | +1.3% | +24.1% | +21.5% |
| 3Y | +37.5% | +69.6% | -32.1% | -14.0% |
| All | +49.6% | +33.9% | +15.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling